if there is a reload button would be a great idea to communicate that to the player, like the first time they run out of bullets show a message with the button they need to press to reload. However, if having limited ammo is part of the stealthy nature of the game, than that's cool.
It would be nice to be able spot enemies before they spot you. It's a game of chance at this point as to whether they are facing you and therefore shooting you before you're able to see them.
All in all I would like to see this game developed further, with some polish I think it will be quite fun.